+297.0%
MXL vs RRX
+30.0%
+267.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.6% | -7.5% | -8.1% |
| 7D | -24.3% | +7.6% | -32.0% | -29.1% |
| 30D | -46.1% | +7.5% | -53.6% | -48.7% |
| 3M | -21.8% | -21.0% | -0.8% | -7.3% |
| 6M | -27.2% | -18.1% | -9.1% | -13.9% |
| YTD | +226.2% | +24.3% | +201.9% | +192.8% |
| 1Y | +297.0% | +29.3% | +267.7% | +249.4% |
| All | +297.0% | +30.0% | +267.0% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling